کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148876 | 957854 | 2013 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonadditivity in loglinear models using Ï-divergences and MÏEs under product-multinomial sampling
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
Based on Ï-divergence measures and minimum Ï-divergence estimators (MÏEs), we present three families of test statistics for testing nonadditivity in loglinear models. The minimum Ï-divergence estimator can be seen to be a generalization of the maximum likelihood estimator. In the process of testing nonadditivity, the two-stage tests procedure is usually used as the standard method. The unknown parameters are first estimated by some method (here MÏEs) and then these estimators which are treated as known constants are applied in the second-stage of this procedure. These three families of statistics which generalize the conclusions in Pardo and Pardo (2005) are asymptotically chi-squared. In the last section, we apply our method to a practical example and do a simulation study.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 2, February 2013, Pages 356-367
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 2, February 2013, Pages 356-367
نویسندگان
Yinghua Jin, Ruixing Ming, Yaohua Wu,